中文
相关论文

相关论文: A convergent scheme for Hamilton-Jacobi equations …

200 篇论文

A Green's function method is developed for solving strongly-coupled gravity and matter in the semiclassical limit. In the strong-coupling limit, one assumes that Newton's constant approaches infinity. As a result, one may neglect second…

广义相对论与量子宇宙学 · 物理学 2009-10-31 D. S. Salopek

We consider the optimal control of solutions of first order Hamilton-Jacobi equations, where the Hamiltonian is convex with linear growth. This models the problem of steering the propagation of a front by constructing an obstacle. We prove…

最优化与控制 · 数学 2013-10-11 Philip Jameson Graber

In this article we study a finite horizon optimal control problem with monotone controls. We consider the associated Hamilton-Jacobi-Bellman (HJB) equation which characterizes the value function. We consider the totally discretized problem…

最优化与控制 · 数学 2014-07-08 Eduardo A. Philipp , Laura S. Aragone , Lisandro A. Parente

We propose numerical schemes for the approximate solution of problems defined on the edges of a one-dimensional graph. In particular, we consider linear transport and a drift-diffusion equations, and discretize them by extending Finite…

数值分析 · 数学 2024-11-01 Beatrice Crippa , Anna Scotti , Andrea Villa

We investigate a first-order mean field planning problem of the form \begin{equation} \left\lbrace\begin{aligned} -\partial_t u + H(x,Du) &= f(x,m) &&\text{in } (0,T)\times \mathbb{R}^d, \\ \partial_t m - \nabla\cdot (m\,H_p(x,Du)) &= 0…

偏微分方程分析 · 数学 2019-08-05 Carlo Orrieri , Alessio Porretta , Giuseppe Savaré

We show that non-dominated sorting of a sequence of i.i.d. random variables in Euclidean space has a continuum limit that corresponds to solving a Hamilton-Jacobi equation involving the probability density function of the random variables.…

偏微分方程分析 · 数学 2013-12-18 Jeff Calder , Selim Esedoglu , Alfred O. Hero

We prove that the entropy solution to a scalar conservation law posed on the real line with a flux that is discontinuous at one point (in the space variable) coincides with the derivative of the solution to a Hamilton-Jacobi (HJ) equation…

偏微分方程分析 · 数学 2024-07-08 Nicolas Forcadel , Cyril Imbert , Regis Monneau

In this note, we discuss a class of time-dependent Hamilton-Jacobi equations depending on a function of time, this function being chosen in order to keep the maximum of the solution to the constant value 0. The main result of the note is…

偏微分方程分析 · 数学 2015-02-16 Sepideh Mirrahimi , Jean-Michel Roquejoffre

We consider the problem of planning trajectories for a group of $N$ vehicles, each aiming to reach its own target set while avoiding danger zones of other vehicles. The analysis of problems like this is extremely important practically,…

多智能体系统 · 计算机科学 2016-03-22 Mo Chen , Jaime F. Fisac , Shankar Sastry , Claire J. Tomlin

A computationally efficient high-order solver is developed to compute the wall distances by solving the relevant partial differential equations, namely: Eikonal, Hamilton-Jacobi (HJ) and Poisson equations. In contrast to the upwind schemes…

计算工程、金融与科学 · 计算机科学 2025-11-19 Hemanth Chandra Vamsi Kakumani , Nagabhushana Rao Vadlamani , Paul Gary Tucker

In this paper we study the fully nonlinear stochastic Hamilton-Jacobi-Bellman (HJB) equation for the optimal stochastic control problem of stochastic differential equations with random coefficients. The notion of viscosity solution is…

最优化与控制 · 数学 2018-07-16 Jinniao Qiu

Hamilton-Jacobi equation for Brans-Dicke theory is solved by using a long-wavelength approximation. We examine the non-linear evolution of the inhomogeneities in the dust fluid case and the cosmological constant case. In the case of dust…

广义相对论与量子宇宙学 · 物理学 2009-10-28 Jiro Soda , Hideki Ishihara , Osamu Iguchi

In the paper, we consider a path-dependent Hamilton-Jacobi equation with coinvariant derivatives over the space of continuous functions. Such equations arise from optimal control problems and differential games for time-delay systems. We…

最优化与控制 · 数学 2024-04-25 Mikhail Gomoyunov , Anton Plaksin

We prove homogenization for degenerate viscous Hamilton-Jacobi equations in dimension one in stationary ergodic environments with a quasiconvex and superlinear Hamiltonian of fairly general type. We furthermore show that the effective…

偏微分方程分析 · 数学 2025-04-17 Andrea Davini

We study a critical case of Coagulation-Fragmentation equations with multiplicative coagulation kernel and constant fragmentation kernel. Our method is based on the study of viscosity solutions to a new singular Hamilton-Jacobi equation,…

偏微分方程分析 · 数学 2020-07-02 Hung V. Tran , Truong-Son Van

We provide some new integral estimates for solutions to Hamilton-Jacobi equations and we discuss several consequences, ranging from $L^p$-rates of convergence for the vanishing viscosity approximation to regularizing effects for the Cauchy…

偏微分方程分析 · 数学 2024-12-02 Fabio Camilli , Alessandro Goffi , Cristian Mendico

We prove that the solution of the discounted approximation of a degenerate viscous Hamilton--Jacobi equation with convex Hamiltonians converges to that of the associated ergodic problem. We characterize the limit in terms of stochastic…

偏微分方程分析 · 数学 2014-08-14 Hiroyoshi Mitake , Hung V. Tran

We obtain new quantitative estimates of the vanishing viscosity approximation for time-dependent, degenerate, Hamilton-Jacobi equations that are neither concave nor convex in the gradient and Hessian entries of the form $\partial_t…

偏微分方程分析 · 数学 2025-09-16 Alekos Cecchin , Alessandro Goffi

We prove optimal regularity for the double obstacle problem when obstacles are given by solutions to Hamilton-Jacobi equations that are not $C^2$. When the Hamilton-Jacobi equation is not $C^2$ then the standard Bernstein technique fails…

偏微分方程分析 · 数学 2015-06-03 John Andersson , Henrik Shahgholian , Georg S. Weiss

Employing a suitable nonlinear Lagrange functional, we derive generalized Hamilton-Jacobi equations for dynamical systems subject to linear velocity constraints. As long as a solution of the generalized Hamilton-Jacobi equation exists, the…

数学物理 · 物理学 2009-11-10 Michele Pavon